In this study, the investigators plan on recruiting individuals with lung cancer to participate in a behavioral intervention to help relieve breathlessness. The principal investigator of the study, Dr. Joseph Greer, is a licensed clinical psychologist who has trained nurse practitioners in how to deliver the behavioral intervention. The nurse practitioners will meet with patients diagnosed with lung cancer during their outpatient oncology appointments, such as chemotherapy infusions, to review the behavioral skills that may help with breathlessness. Specifically, the intervention includes education about the relationship between breathlessness and the stress response as well as teaches patients skills for breathing control and relaxation of the body.